0.01Open0.01Pre Close11 Volume1.20K Open Interest210.00Strike Price11.00Turnover1251.65%IV29.68%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0024Delta0.0005Gamma16194.00Leverage Ratio-2.3453Theta0.0000Rho38.26Eff Leverage0.0001Vega